+1,112.5%
ARES vs SCHG
+564.8%
+547.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.4% |
| 7D | -2.7% | -0.9% | -1.8% | -1.8% |
| 30D | -2.4% | -2.3% | -0.1% | 0.0% |
| 3M | +3.9% | +4.5% | -0.6% | -0.3% |
| 6M | +26.4% | +13.6% | +12.8% | +11.8% |
| YTD | -14.9% | +7.6% | -22.5% | -20.2% |
| 1Y | -20.4% | +13.0% | -33.5% | -29.0% |
| 3Y | +38.8% | +87.0% | -48.2% | -22.9% |
| 5Y | +97.0% | +82.9% | +14.1% | +12.1% |
| 10Y | +999.8% | +453.6% | +546.2% | +174.3% |
| All | +1,112.5% | +564.8% | +547.7% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SCHG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling